You could use an IDE, as far as I know Sun One Studio
and Eclipse are free and work to a degree (at least)
thae latter, like the expensive IDE:s like JBuilder.
If you want a "DOS-feel-alike" IDE I can recommend
Kawa (KawaPro?) where you just compile the source
files directly instead of having to go through
creating a project (great for small apps like
applets), I don't believe that it's free though.